All the instructors in my studio drink a lot of coffee so a hand delivered coffee and snack from Starbucks is very much appreciated. Gift cards are always good. Women love a good hand lotion since they wash their hands many times a day. A bottle of wine, special mug, cookies, box of chocolates, food in general if you know what he/she likes.
An always welcome gift for men and women alike is a package of foot care products. Dancers are on their feet all the time and I know it is always appreciated....as is a massage certificate. If you know something they like go with that...nothing huge just a nice little gift.